Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.569 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47930.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46536.43 Kr¶

PnL: ---------------------------------------> -352.14 Kr¶

DD now: ---------------------------------> -1.438 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 17:06:10.391483'

Anic Portfolio¶

Today¶

Return: 0.459 %¶

This Week¶

Return: 0.836 %¶

Total¶

Return: 56.913 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.510000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.560000 2796.500000 160.500000 6.090000 2636.000010
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -1.610000 427.000000 72.000000 20.280000 355.000000
Corem Property Group B 59 -2.940000 643.100000 66.100000 11.460000 576.999999
Boozt 12 0.770000 1719.600000 65.600000 3.970000 1653.999996
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
HMS Networks 2 -1.220000 710.800000 37.800000 5.620000 673.000000
Intrum 4 1.980000 557.000000 30.000000 5.690000 527.000000
Norva24 Group 16 5.020000 569.280000 26.280000 4.840000 543.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
SAAB B 8 0.140000 3399.200000 22.200000 0.660000 3377.000000
Coor Service Management Hold. 8 1.240000 553.600000 21.600000 4.060000 532.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.830000 257.520000 11.520000 4.680000 246.000000
AcadeMedia 12 1.160000 567.120000 10.120000 1.820000 557.000004
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Resurs Holding 22 0.080000 579.040000 5.040000 0.880000 573.999998
Securitas B 6 0.930000 574.680000 4.680000 0.820000 570.000000
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
CTEK 13 1.790000 532.220000 -1.780000 -0.330000 533.999999
Essity B 2 -1.520000 571.200000 -2.800000 -0.490000 574.000000
Handelsbanken A 5 -0.510000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
Essity A 4 -2.230000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.450000 3433.600000 -20.400000 -0.590000 3453.999992
International Petroleum Corp. 5 3.310000 561.000000 -33.570000 -5.650000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.300000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 1.120000 3628.300000 -127.700000 -3.400000 3756.000001
OX2 18 0.890000 1527.300000 -136.700000 -8.220000 1663.999992
Ovzon 52 2.650000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 -0.910000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46536.430000 -352.140000 -1.43751% 46888.564618

Updated:¶

'2023-01-18 17:06:22.989476'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶